Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market

Guangxi Cao(Nanjing University of Information Science and Technology), Ling‐Yun He(Tongji University), Jie Cao(Nanjing University of Information Science and Technology), Longbing Xu(Shanghai University of Finance and Economics)
Physica A Statistical Mechanics and its Applications
September 4, 2013
Cited by 108


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